Kindly help me, my advisor told me to also do two way standard error clustering but for the baseline specification the standard errors are omitted on the results output. What could be the problem and how to solve it? Could it be about my stata code which is wrong?
* Model 1: Baseline specification
qui eststo reg1: reghdfe dlagricpc_va_ctus nd_above90 L1_lagricpc_va_ctus, absorb(country_id year) vce(cluster country_id year)
* Model 2
qui eststo reg2: reghdfe dlagricpc_va_ctus nd_above90 L1_lagricpc_va_ctus L1_lpop_total L1_lcpi L1_ltrade_gdp, absorb(country_id year) vce(cluster country_id year)
* Model 3:
qui eststo reg3: reghdfe dlagricpc_va_ctus nd_above90 L1_agric_va_ga L1_inf_cpi_a L1_ltrade_gdp L1_kaopen, absorb(country_id year) vce(cluster country_id year)
* Model 4:
qui eststo reg4: reghdfe dlagricpc_va_ctus nd_above90 L1_lagricpc_va_ctus L1_dlcpi_wb L1_ldcps_gdp L1_kaopen, absorb(country_id year) vce(cluster country_id year)
esttab reg1 reg2 reg3 reg4 using "AGRIC_Growth_FE_results_composite1f.rtf", ///
b(3) se(3) star(* 0.10 ** 0.05 *** 0.01) ///
label title("Effects of Natural Disasters on Agric Growth") ///
stats(r2_within N, fmt(3 0) labels("Within R²" "Observations")) ///
addnotes("FE estimates (country and year fixed effects). Standard errors two-way clustered by country and year (two way).") ///
replace
* Model 1: Baseline specification
qui eststo reg1: reghdfe dlagricpc_va_ctus nd_above90 L1_lagricpc_va_ctus, absorb(country_id year) vce(cluster country_id year)
* Model 2
qui eststo reg2: reghdfe dlagricpc_va_ctus nd_above90 L1_lagricpc_va_ctus L1_lpop_total L1_lcpi L1_ltrade_gdp, absorb(country_id year) vce(cluster country_id year)
* Model 3:
qui eststo reg3: reghdfe dlagricpc_va_ctus nd_above90 L1_agric_va_ga L1_inf_cpi_a L1_ltrade_gdp L1_kaopen, absorb(country_id year) vce(cluster country_id year)
* Model 4:
qui eststo reg4: reghdfe dlagricpc_va_ctus nd_above90 L1_lagricpc_va_ctus L1_dlcpi_wb L1_ldcps_gdp L1_kaopen, absorb(country_id year) vce(cluster country_id year)
esttab reg1 reg2 reg3 reg4 using "AGRIC_Growth_FE_results_composite1f.rtf", ///
b(3) se(3) star(* 0.10 ** 0.05 *** 0.01) ///
label title("Effects of Natural Disasters on Agric Growth") ///
stats(r2_within N, fmt(3 0) labels("Within R²" "Observations")) ///
addnotes("FE estimates (country and year fixed effects). Standard errors two-way clustered by country and year (two way).") ///
replace

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